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A powerful, simple test for cointegration using Cochrane-Orcutt
Hansen, Bruce E. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000791443
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Residual-based tests for cointegration in models with regime shifts
Gregory, Allan W.; Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000846440
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Residual-based tests for cointegration in models with regime shifts
Gregory, Allan W.; Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000141685
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Testing for two-regime threshold cointegration in vector error-correction models
Hansen, Bruce E.; Seo, Byeongseon - In: Journal of econometrics 110 (2002) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10001703515